I actually think it would be. Just "I show my costume" is strange in English. You either show it to someone, or show it off.
"I show off my costume" indicates that I'm showing it to people, or displaying it, bringing attention to it, etc. Is this what the Portuguese sentence implies?
The only case I can think of in English in which we use "show" (as a verb) without a preposition or indirect object, is in the case of animal shows. For example "I show my dogs" implies you regularly enter them in dog shows.
Demonstrate can't be used because that would imply you are performing an action for someone to learn how to do something. Or for them to observe your demonstration to improve their understanding. You can demonstrate steps to solve a math problem or demonstrate how to make a cake.